Dear Chris,
Good day! Thank you for posting your query in our community.
Based on your description, you want to force users opening the link in Office application.
Currently, we can only force files to open in Office applications via a setting in SharePoint library settings. However, this setting doesn't work for links when sharing to others.
Given this situation, I do understand the inconvenience and apologize for it. we recommend that you vote for this feature in this SharePoint UserVoice(Links for documents open in browser- should default to app · Community (microsoft.com), Always open office files in the desktop app when clicking their link · Community (microsoft.com)) and many members who has the same requirement with you will vote it in the future. The higher votes, the more attention the related team will pay on. Many good ideas have been taken in this way. Your voice is also important to us.
Appreciate your cooperation in advance.
Sincerely,
Jazlyn | Microsoft Community Moderator